0001062993-15-005515.txt : 20151020 0001062993-15-005515.hdr.sgml : 20151020 20151020110630 ACCESSION NUMBER: 0001062993-15-005515 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20150930 FILED AS OF DATE: 20151020 DATE AS OF CHANGE: 20151020 EFFECTIVENESS DATE: 20151020 FILER: COMPANY DATA: COMPANY CONFORMED NAME: MIZUHO SECURITIES USA INC. CENTRAL INDEX KEY: 0001513006 IRS NUMBER: 362880742 STATE OF INCORPORATION: DE FISCAL YEAR END: 0331 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-14335 FILM NUMBER: 151165716 BUSINESS ADDRESS: STREET 1: 320 PARK AVE, 12TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10020 BUSINESS PHONE: 212-209-9462 MAIL ADDRESS: STREET 1: 320 PARK AVE, 12TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10020 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0001513006 XXXXXXXX 09-30-2015 09-30-2015 MIZUHO SECURITIES USA INC.

320 PARK AVE, 12TH FLOOR NEW YORK NY 10020

13F HOLDINGS REPORT 028-14335 N Mitchell Billek 201.626.1286 Mitchell Billek New York NY 09-30-2015 0 121 385023 false INFORMATION TABLE 2 form13fInfoTable.xml FORM 13F INFORMATION TABLE 3-D SYS CORP DEL COM NEW 88554D205 1780 154100 SH SOLE 154100 0 0 3-D SYS CORP DEL COM NEW 88554D205 4137 154100 SH Put SOLE 154100 0 0 AFFYMETRIX INC NOTE 4.000% 7/0 00826TAH1 1563 1000000 SH SOLE 1000000 0 0 ALLERGAN PLC PFD CONV SER A G0177J116 2842 3035 SH SOLE 3035 0 0 ALON USA ENERGY INC NOTE 3.000% 9/1 020520AB8 1361 1000000 SH SOLE 1000000 0 0 ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 646 27100 SH SOLE 27100 0 0 ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 60 27100 SH Put SOLE 27100 0 0 AMBARELLA INC SHS G037AX101 1329 23000 SH SOLE 23000 0 0 AMBARELLA INC SHS G037AX101 979 23000 SH Put SOLE 23000 0 0 ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 3190 30000 SH SOLE 30000 0 0 APPLE INC COM 037833100 43176 391440 SH SOLE 391440 0 0 APPLE INC COM 037833100 5622 391440 SH Put SOLE 391440 0 0 APPROACH RESOURCES INC COM 03834A103 149 79800 SH SOLE 79800 0 0 APPROACH RESOURCES INC COM 03834A103 746 79800 SH Put SOLE 79800 0 0 BANK AMER CORP COM 060505104 6232 400000 SH SOLE 400000 0 0 BOX INC CL A 10316T104 264 21000 SH SOLE 21000 0 0 BOX INC CL A 10316T104 161 21000 SH Put SOLE 21000 0 0 BP PLC SPONSORED ADR 055622104 917 30000 SH SOLE 30000 0 0 CERUS CORP COM 157085101 207 45500 SH SOLE 45500 0 0 CERUS CORP COM 157085101 56 45500 SH Put SOLE 45500 0 0 CHART INDS INC NOTE 2.000% 8/0 16115QAC4 174 200000 SH SOLE 200000 0 0 CHEVRON CORP NEW COM 166764100 4338 55000 SH SOLE 55000 0 0 CIMPRESS N V SHS EURO N20146101 3806 50000 SH SOLE 50000 0 0 CIMPRESS N V SHS EURO N20146101 710 50000 SH Put SOLE 50000 0 0 CONTAINER STORE GROUP INC COM 210751103 527 37400 SH SOLE 37400 0 0 CONTAINER STORE GROUP INC COM 210751103 321 37400 SH Put SOLE 37400 0 0 CREE INC COM 225447101 2382 98300 SH SOLE 98300 0 0 CREE INC COM 225447101 1480 98300 SH Put SOLE 98300 0 0 CREE INC COM 225447101 16 98300 SH Call SOLE 98300 0 0 DOW CHEM CO COM 260543103 12296 290000 SH SOLE 290000 0 0 EL POLLO LOCO HLDGS INC COM 268603107 146 13500 SH SOLE 13500 0 0 EL POLLO LOCO HLDGS INC COM 268603107 262 13500 SH Put SOLE 13500 0 0 ELECTRONIC ARTS INC NOTE 0.750% 7/1 285512AA7 212 100000 SH SOLE 100000 0 0 FITBIT INC CL A 33812L102 1900 50400 SH SOLE 50400 0 0 FITBIT INC CL A 33812L102 1568 50400 SH Put SOLE 50400 0 0 FITBIT INC CL A 33812L102 11 50400 SH Call SOLE 50400 0 0 FRONTIER COMMUNICATIONS CORP PFD CONV SER-A 35906A207 606 6550 SH SOLE 6550 0 0 GOPRO INC CL A 38268T103 3862 123700 SH SOLE 123700 0 0 GOPRO INC CL A 38268T103 2989 123700 SH Put SOLE 123700 0 0 GOPRO INC CL A 38268T103 18 123700 SH Call SOLE 123700 0 0 BLOCK H & R INC COM 093671105 4525 125000 SH SOLE 125000 0 0 HALLIBURTON CO COM 406216101 884 25000 SH SOLE 25000 0 0 INTEROIL CORP NOTE 2.750%11/1 460951AC0 243 245000 SH SOLE 245000 0 0 ISHARES TR 20+ YR TR BD ETF 464287432 160602 1300000 SH SOLE 1300000 0 0 ISHARES TR 20+ YR TR BD ETF 464287432 68 1300000 SH Call SOLE 1300000 0 0 ITT EDUCATIONAL SERVICES INC COM 45068B109 79 23100 SH SOLE 23100 0 0 ITT EDUCATIONAL SERVICES INC COM 45068B109 158 23100 SH Put SOLE 23100 0 0 IXIA NOTE 3.000%12/1 45071RAB5 2621 2621000 SH SOLE 2621000 0 0 JOHNSON & JOHNSON COM 478160104 25615 274400 SH SOLE 274400 0 0 JUMEI INTL HLDG LTD SPONSORED ADR 48138L107 361 36600 SH SOLE 36600 0 0 JUMEI INTL HLDG LTD SPONSORED ADR 48138L107 737 36600 SH Put SOLE 36600 0 0 JUNO THERAPEUTICS INC COM 48205A109 2018 49600 SH SOLE 49600 0 0 JUNO THERAPEUTICS INC COM 48205A109 1062 49600 SH Put SOLE 49600 0 0 KANDI TECHNOLOGIES GROUP INC COM 483709101 379 72200 SH SOLE 72200 0 0 KANDI TECHNOLOGIES GROUP INC COM 483709101 741 72200 SH Put SOLE 72200 0 0 KERYX BIOPHARMACEUTICALS INC COM 492515101 893 253800 SH SOLE 253800 0 0 KERYX BIOPHARMACEUTICALS INC COM 492515101 2348 253800 SH Put SOLE 253800 0 0 KING DIGITAL ENTMT PLC ORD SHS G5258J109 764 56400 SH SOLE 56400 0 0 KING DIGITAL ENTMT PLC ORD SHS G5258J109 474 56400 SH Put SOLE 56400 0 0 KNOWLES CORP COM 49926D109 302 16400 SH SOLE 16400 0 0 KNOWLES CORP COM 49926D109 117 16400 SH Put SOLE 16400 0 0 LAREDO PETROLEUM INC COM 516806106 571 60600 SH SOLE 60600 0 0 LAREDO PETROLEUM INC COM 516806106 692 60600 SH Put SOLE 60600 0 0 LUMBER LIQUIDATORS HLDGS INC COM 55003T107 390 29700 SH SOLE 29700 0 0 LUMBER LIQUIDATORS HLDGS INC COM 55003T107 384 29700 SH Put SOLE 29700 0 0 MANNKIND CORP COM 56400P201 216 67300 SH SOLE 67300 0 0 MANNKIND CORP COM 56400P201 317 67300 SH Put SOLE 67300 0 0 MASCO CORP COM 574599106 2392 95000 SH SOLE 95000 0 0 MEDICINES CO COM 584688105 342 9000 SH SOLE 9000 0 0 MEDICINES CO DBCV 1.375% 6/0 584688AC9 2331 1606000 SH SOLE 1606000 0 0 MERRIMACK PHARMACEUTICALS IN NOTE 4.500% 7/1 590328AA8 305 194000 SH SOLE 194000 0 0 MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 1382 789000 SH SOLE 789000 0 0 MOBILEYE N V AMSTELVEEN ORD SHS N51488117 1401 30800 SH SOLE 30800 0 0 MOBILEYE N V AMSTELVEEN ORD SHS N51488117 654 30800 SH Put SOLE 30800 0 0 MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 2178 1252000 SH SOLE 1252000 0 0 NETFLIX INC COM 64110L106 774 7500 SH SOLE 7500 0 0 NOODLES & CO CL A 65540B105 109 7700 SH SOLE 7700 0 0 NOODLES & CO CL A 65540B105 126 7700 SH Put SOLE 7700 0 0 NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 585 300000 SH SOLE 300000 0 0 NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 2022 2000000 SH SOLE 2000000 0 0 ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AH8 72 64000 SH SOLE 64000 0 0 OPKO HEALTH INC COM 68375N103 551 65500 SH SOLE 65500 0 0 OPKO HEALTH INC COM 68375N103 886 65500 SH Put SOLE 65500 0 0 ORGANOVO HLDGS INC COM 68620A104 120 44800 SH SOLE 44800 0 0 ORGANOVO HLDGS INC COM 68620A104 441 44800 SH Put SOLE 44800 0 0 PROCTER & GAMBLE CO COM 742718109 1798 25000 SH SOLE 25000 0 0 PULTE GROUP INC COM 745867101 944 50000 SH SOLE 50000 0 0 REYNOLDS AMERICAN INC COM 761713106 1634 36900 SH SOLE 36900 0 0 ROCKET FUEL INC COM 773111109 170 36400 SH SOLE 36400 0 0 ROCKET FUEL INC COM 773111109 230 36400 SH Put SOLE 36400 0 0 SANDISK CORP NOTE 1.500% 8/1 80004CAD3 2152 1750000 SH SOLE 1750000 0 0 SEADRILL LIMITED SHS G7945E105 601 101800 SH SOLE 101800 0 0 SEADRILL LIMITED SHS G7945E105 1525 101800 SH Put SOLE 101800 0 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 3050 134600 SH SOLE 134600 0 0 SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 3192 48200 SH SOLE 48200 0 0 SUNPOWER CORP COM 867652406 1022 51000 SH SOLE 51000 0 0 SUNPOWER CORP COM 867652406 1275 51000 SH Put SOLE 51000 0 0 TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.750%12/0 874054AC3 768 500000 SH SOLE 500000 0 0 TRANSOCEAN LTD REG SHS H8817H100 863 66800 SH SOLE 66800 0 0 TRANSOCEAN LTD REG SHS H8817H100 1470 66800 SH Put SOLE 66800 0 0 ULTRA PETROLEUM CORP COM 903914109 369 57800 SH SOLE 57800 0 0 ULTRA PETROLEUM CORP COM 903914109 888 57800 SH Put SOLE 57800 0 0 ULTRA PETROLEUM CORP COM 903914109 5 57800 SH Call SOLE 57800 0 0 UNI PIXEL INC COM NEW 904572203 74 69600 SH SOLE 69600 0 0 UNI PIXEL INC COM NEW 904572203 788 69600 SH Put SOLE 69600 0 0 NEXTERA ENERGY INC UNIT 08/31/2018 65339F846 1275 25000 SH SOLE 25000 0 0 VASCO DATA SEC INTL INC COM 92230Y104 699 41000 SH SOLE 41000 0 0 VASCO DATA SEC INTL INC COM 92230Y104 763 41000 SH Put SOLE 41000 0 0 VASCO DATA SEC INTL INC COM 92230Y104 4 41000 SH Call SOLE 41000 0 0 VERISIGN INC SDCV 3.250% 8/1 92343EAD4 5699 2725000 SH SOLE 2725000 0 0 WAL-MART STORES INC COM 931142103 3242 50000 SH SOLE 50000 0 0 DISNEY WALT CO COM DISNEY 254687106 3066 30000 SH SOLE 30000 0 0 WEIGHT WATCHERS INTL INC NEW COM 948626106 1018 159500 SH SOLE 159500 0 0 WEIGHT WATCHERS INTL INC NEW COM 948626106 2726 159500 SH Put SOLE 159500 0 0 WESTPORT INNOVATIONS INC COM NEW 960908309 355 142400 SH SOLE 142400 0 0 WESTPORT INNOVATIONS INC COM NEW 960908309 1518 142400 SH Put SOLE 142400 0 0 WORLD ACCEP CORP DEL COM 981419104 1401 52200 SH SOLE 52200 0 0 WORLD ACCEP CORP DEL COM 981419104 1948 52200 SH Put SOLE 52200 0 0 KINDER MORGAN INC DEL *W EXP 05/25/201 49456B119 92 100000 SH SOLE 100000 0 0 ZOES KITCHEN INC COM 98979J109 1011 25600 SH SOLE 25600 0 0 ZOES KITCHEN INC COM 98979J109 121 25600 SH Put SOLE 25600 0 0